matrixutilities Directory Reference

Files
file	basisincompleteordered.hpp
file	bicgstab.hpp
	bi-conjugated gradient stableized algorithm
file	choleskydecomposition.hpp
	Cholesky decomposition.
file	factorreduction.hpp
	Single factor correlation reduction.
file	getcovariance.hpp
	Covariance matrix calculation.
file	pseudosqrt.hpp
	pseudo square root of a real symmetric matrix
file	qrdecomposition.hpp
	QR decomposition.
file	sparseilupreconditioner.hpp
	Preconditioner using the Incomplete LU algorithm and sparse matrices.
file	sparsematrix.hpp
	typedef for boost sparse matrix class
file	svd.hpp
	singular value decomposition
file	symmetricschurdecomposition.hpp
	Eigenvalues/eigenvectors of a real symmetric matrix.
file	tapcorrelations.hpp
file	tqreigendecomposition.hpp
	tridiag. QR eigen decomposition with explicite shift aka Wilkinson